+8,499.7%
SPXL vs TKO
+2,440.2%
+6,059.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.2% |
| 7D | -1.3% | +0.7% | -2.0% | -1.8% |
| 30D | -5.0% | +0.9% | -5.9% | -5.9% |
| 3M | +7.6% | -6.2% | +13.8% | +10.0% |
| 6M | +33.6% | -5.6% | +39.2% | +35.6% |
| YTD | +28.1% | -7.8% | +35.9% | +30.7% |
| 1Y | +43.6% | -1.2% | +44.8% | +40.0% |
| 3Y | +225.8% | +106.5% | +119.3% | +100.9% |
| 5Y | +140.1% | +310.4% | -170.3% | -3.9% |
| 10Y | +1,248.4% | +987.5% | +260.9% | +180.0% |
| All | +8,499.7% | +2,440.2% | +6,059.5% | +337.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling